"My biggest fear is death, because I don't think I'm going anywhere," King said. "And since I don't think that, and I don't have a belief … I'm married to someone who has the belief, so she knows she's going somewhere."

As the group continued to chatter and King confirmed that he hopes to live forever, the conversation turned to Brand's self-guided tour into the Kings' bedroom, where he rifled through an underwear drawer and returned with a handful of lacy undergarments.

"What does Shawn King wear? What's keeping Larry so lively that he wants to be frozen for eternity? This man refuses to die, because that's what he goes to bed with," Brand joked, holding up the goodies he procured.

Then O'Brien turned the table's attention back to King's frozen dreams.

"Why you hung on that?" King asked the "Conan" host.

"Listen, two things just happened," O'Brien said. "You revealed you want your head chopped off and frozen, and Russell Brand went into your wife's room and stole your underwear. And now you're moving on with your prepared questions."

Check out a video clip of the King special below, and set your DVR for Dec. 10 at 8/7c, when CNN re-airs "A Dinner with Kings":